Anic Equity¶

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Total return since start: 0.609 %¶

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Equity now: -----------------------------> 49157.52 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 39801.68 Kr¶

PnL: ---------------------------------------> 37.76 Kr¶

DD now: ---------------------------------> -7.46 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 09:19:36.992456'

Anic Portfolio¶

Today¶

Return: -0.295 %¶

This Week¶

Return: -0.295 %¶

Total portfolio value¶

Return including deposits: 60.929 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.220000 1663.020000 195.480000 13.320000 1467.540000
Orrön Energy 180 0.930000 2059.200000 21.600000 1.060000 2037.600000
HEXPOL B 9 0.000000 1028.700000 10.800000 1.060000 1017.900000
Addnode Group B 11 0.600000 924.000000 5.500000 0.600000 918.500000
Sagax A 4 -0.470000 856.000000 4.000000 0.470000 852.000000
EQT 4 0.290000 832.000000 2.400000 0.290000 829.600000
Hoist Finance 35 0.180000 980.000000 1.750000 0.180000 978.250000
AcadeMedia 8 0.000000 402.800000 1.600000 0.400000 401.200000
Clas Ohlson B 12 0.120000 972.000000 1.200000 0.120000 970.800000
Sagax B 4 0.050000 852.400000 0.400000 0.050000 852.000000
Platzer Fastigheter Holding B 12 0.000000 958.800000 0.000000 0.000000 958.800000
INVISIO 16 0.000000 3680.000000 0.000000 0.000000 3680.000000
JM 6 -0.070000 861.600000 -0.600000 -0.070000 862.200000
Alimak Group 11 -0.240000 924.000000 -2.200000 -0.240000 926.200000
Catena 2 -0.300000 787.200000 -2.400000 -0.300000 789.600000
BioGaia B 8 -0.260000 925.600000 -2.400000 -0.260000 928.000000
Bilia A 8 -0.440000 895.200000 -2.400000 -0.270000 897.600000
Gränges 9 -0.290000 923.400000 -2.700000 -0.290000 926.100000
Nordic Waterproofing Holding 7 -0.290000 961.800000 -2.800000 -0.290000 964.600000
Biotage 7 -0.450000 935.200000 -4.200000 -0.450000 939.400000
Atrium Ljungberg B 5 -0.540000 928.000000 -5.000000 -0.540000 933.000000
Bufab 3 -0.540000 1100.400000 -6.000000 -0.540000 1106.400000
Hexagon B 26 -0.230000 3443.700000 -7.800000 -0.230000 3451.500000
Creaspac SPAC 39 -0.320000 3701.100000 -7.800000 -0.210000 3708.900000
OX2 13 -0.960000 938.600000 -9.100000 -0.960000 947.700000
Indutrade 5 -0.820000 1204.500000 -10.000000 -0.820000 1214.500000
Latour B 4 -1.780000 840.000000 -15.200000 -1.780000 855.200000
BHG Group 97 -1.870000 1428.810000 -26.190000 -1.800000 1455.000000
Hexatronic Group 12 -3.040000 935.280000 -29.280000 -3.040000 964.560000
Vitec Software Group B 2 -2.770000 1054.000000 -30.000000 -2.770000 1084.000000
VEF 909 -2.600000 1804.370000 -40.900000 -2.220000 1845.270000
TOTAL 39801.680000 37.760000 -7.4601% 39763.920000

Updated:¶

'2023-07-03 09:19:53.995869'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶